+29,885.8%
ODFL vs FE
+561.4%
+29,324.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -6.3% | +1.9% | -8.2% | -6.8% |
| 30D | -13.6% | -1.2% | -12.4% | -13.4% |
| 3M | -24.2% | +3.5% | -27.7% | -25.0% |
| 6M | -13.8% | -6.1% | -7.7% | -12.5% |
| YTD | +19.0% | +7.6% | +11.4% | +16.3% |
| 1Y | +25.7% | +11.9% | +13.8% | +21.3% |
| 3Y | -13.1% | +48.4% | -61.6% | -23.4% |
| 5Y | +26.7% | +44.8% | -18.1% | +12.1% |
| 10Y | +721.5% | +115.9% | +605.6% | +530.8% |
| All | +29,885.8% | +561.4% | +29,324.4% | +24,470.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling